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subject:"Volatility"
~institution:"Rodney L. White Center for Financial Research"
~language:"eng"
~subject:"Share price"
~subject:"Time series analysis"
~type_genre:"Working Paper"
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Volatility
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Anderson, Torben G.
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Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Ekonomiska forskningsinstitutet <Stockholm>
11
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ECONIS (ZBW)
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1
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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